Trading Metrics calculated at close of trading on 07-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
13,137 |
12,888 |
-249 |
-1.9% |
13,423 |
High |
13,181 |
12,956 |
-225 |
-1.7% |
13,454 |
Low |
12,842 |
12,782 |
-60 |
-0.5% |
12,842 |
Close |
12,887 |
12,878 |
-9 |
-0.1% |
12,887 |
Range |
339 |
174 |
-165 |
-48.7% |
612 |
ATR |
203 |
201 |
-2 |
-1.0% |
0 |
Volume |
126,546 |
182,015 |
55,469 |
43.8% |
431,420 |
|
Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,394 |
13,310 |
12,974 |
|
R3 |
13,220 |
13,136 |
12,926 |
|
R2 |
13,046 |
13,046 |
12,910 |
|
R1 |
12,962 |
12,962 |
12,894 |
12,917 |
PP |
12,872 |
12,872 |
12,872 |
12,850 |
S1 |
12,788 |
12,788 |
12,862 |
12,743 |
S2 |
12,698 |
12,698 |
12,846 |
|
S3 |
12,524 |
12,614 |
12,830 |
|
S4 |
12,350 |
12,440 |
12,782 |
|
|
Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,897 |
14,504 |
13,224 |
|
R3 |
14,285 |
13,892 |
13,055 |
|
R2 |
13,673 |
13,673 |
12,999 |
|
R1 |
13,280 |
13,280 |
12,943 |
13,171 |
PP |
13,061 |
13,061 |
13,061 |
13,006 |
S1 |
12,668 |
12,668 |
12,831 |
12,559 |
S2 |
12,449 |
12,449 |
12,775 |
|
S3 |
11,837 |
12,056 |
12,719 |
|
S4 |
11,225 |
11,444 |
12,551 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,454 |
12,782 |
672 |
5.2% |
222 |
1.7% |
14% |
False |
True |
122,687 |
10 |
13,654 |
12,782 |
872 |
6.8% |
194 |
1.5% |
11% |
False |
True |
101,331 |
20 |
13,879 |
12,782 |
1,097 |
8.5% |
206 |
1.6% |
9% |
False |
True |
90,590 |
40 |
13,879 |
12,782 |
1,097 |
8.5% |
203 |
1.6% |
9% |
False |
True |
45,436 |
60 |
14,297 |
12,782 |
1,515 |
11.8% |
191 |
1.5% |
6% |
False |
True |
30,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,696 |
2.618 |
13,412 |
1.618 |
13,238 |
1.000 |
13,130 |
0.618 |
13,064 |
HIGH |
12,956 |
0.618 |
12,890 |
0.500 |
12,869 |
0.382 |
12,849 |
LOW |
12,782 |
0.618 |
12,675 |
1.000 |
12,608 |
1.618 |
12,501 |
2.618 |
12,327 |
4.250 |
12,043 |
|
|
Fisher Pivots for day following 07-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,875 |
12,988 |
PP |
12,872 |
12,951 |
S1 |
12,869 |
12,915 |
|